Use Landscape Mode
Ranked On: 28 March 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Nippon India Quant Fund | - | |
47.06% | 24.16% | 20.19% | 16.30% | 14.94% | 47.86% | 24.95% | 21.03% | 17.12% | 15.70% | 13.16% | -10.57% | -12.86% | 5.67% | 0.94 | 0.59 | 1.08 |
Icici Prudential Quant F… | - | |
33.90% | 18.58% | % | % | % | 34.68% | 19.38% | % | % | % | 10.78% | -10.28% | -12.11% | 4.03% | 0.75 | 0.46 | 0.88 |
Tata Quant Fund | - | |
30.91% | 12.22% | % | % | % | 32.88% | 14.00% | % | % | % | 11.63% | -14.86% | -15.49% | -2.48% | 0.73 | 0.14 | 0.27 |
Dsp Quant Fund | - | |
21.40% | 11.59% | % | % | % | 22.28% | 12.41% | % | % | % | 13.69% | -18.37% | -14.70% | -6.07% | 0.95 | 0.15 | 0.25 |
Return Calculated On: 03 May 2024
Ratios Calculated On: 28 March 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP Quant Fund | 14568.0 | 13078.06 | 50029.2 | 42279.3 | ||||||||
ICICI Prudential Quant Fund | 16068.0 | 13937.5 | 60019.2 | 47672.68 | ||||||||
Iifl Quant Fund | 19306.8 | 15585.01 | ||||||||||
Quant Quantamental Fund | 20010.0 | 16199.56 | 85147.2 | 63805.1 | ||||||||
Nippon India Quant Fund | 17647.2 | 14941.2 | 68896.8 | 53898.91 | 150504.0 | 113291.82 | 241768.8 | 175968.16 | 482988.0 | 295151.88 | 1412478.0 | 588748.86 |
Tata Quant Fund | 15709.2 | 13545.55 | 50875.2 | 46001.81 | ||||||||
Axis Quant Fund | 16698.0 | 14395.46 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP Quant Fund | 14673.6 | 13130.84 | 51134.4 | 42769.04 | ||||||||
ICICI Prudential Quant Fund | 16161.6 | 13981.08 | 61243.2 | 48158.14 | ||||||||
Iifl Quant Fund | 19532.4 | 15692.74 | ||||||||||
Quant Quantamental Fund | 20289.6 | 16324.46 | 89427.6 | 65511.58 | ||||||||
Nippon India Quant Fund | 17743.2 | 14986.69 | 70236.0 | 54420.52 | 155844.0 | 115476.66 | 253982.4 | 180869.81 | 515844.0 | 306129.0 | ||
Tata Quant Fund | 15945.6 | 13660.31 | 53341.2 | 47200.18 | ||||||||
Axis Quant Fund | 16954.8 | 14523.58 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp Quant Fund |
-14.70 | -18.37 | -6.25 | 13.69 | 9.24 |
Icici Prudential Quant Fund |
-12.11 | -10.28 | -4.73 | 10.78 | 7.70 |
Iifl Quant Fund |
|||||
Quant Quantamental Fund |
|||||
Nippon India Quant Fund |
-12.86 | -10.57 | -4.51 | 13.16 | 9.17 |
Tata Quant Fund |
-15.49 | -14.86 | -7.02 | 11.63 | 8.21 |
Axis Quant Fund |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp Quant Fund |
0.25
|
0.15
|
0.40
|
0.43
|
-6.07
|
0.95 |
0.86
|
|
0.96
|
-6.8642
|
Icici Prudential Quant Fund |
0.88
|
0.46
|
0.88
|
0.38
|
4.03
|
0.75 |
0.86
|
|
1.61
|
-0.3607
|
Iifl Quant Fund |
|
|
|
|
|
|
|
|
|
|
Quant Quantamental Fund |
|
|
|
|
|
|
|
|
|
|
Nippon India Quant Fund |
1.08
|
0.59
|
1.10
|
0.38
|
5.67
|
0.94 |
0.90
|
|
1.80
|
4.6017
|
Tata Quant Fund |
0.27
|
0.14
|
0.44
|
0.37
|
-2.48
|
0.73 |
0.70
|
|
0.97
|
-7.1798
|
Axis Quant Fund |
|
|
|
|
|
|
|
|
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
-0.51%
|
-0.42%
|
-1.16%
|
2.94%
|
13.16%
|
21.40%
|
11.59%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
-0.10%
|
0.41%
|
1.08%
|
4.42%
|
20.11%
|
33.90%
|
18.58%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
-0.24%
|
1.49%
|
2.03%
|
8.38%
|
33.40%
|
60.89%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
-0.54%
|
-0.65%
|
2.44%
|
8.38%
|
43.39%
|
66.75%
|
33.24%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
-0.21%
|
0.64%
|
2.34%
|
7.62%
|
30.58%
|
47.06%
|
24.16%
|
20.19%
|
16.30%
|
14.94%
|
14.72%
|
Tata Quant Fund |
-0.71%
|
0.20%
|
3.27%
|
6.07%
|
14.20%
|
30.91%
|
12.22%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
-0.38%
|
0.45%
|
1.55%
|
5.65%
|
24.98%
|
39.15%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
-0.50%
|
-0.41%
|
-1.10%
|
3.11%
|
13.57%
|
22.28%
|
12.41%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
-0.10%
|
0.40%
|
1.16%
|
4.54%
|
20.43%
|
34.68%
|
19.38%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
-0.24%
|
1.50%
|
2.15%
|
8.70%
|
34.20%
|
62.77%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
-0.54%
|
-0.64%
|
2.54%
|
8.70%
|
44.29%
|
69.08%
|
35.43%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
-0.21%
|
0.64%
|
2.38%
|
7.74%
|
30.92%
|
47.86%
|
24.95%
|
21.03%
|
17.12%
|
15.70%
|
%
|
Tata Quant Fund |
-0.70%
|
0.22%
|
3.40%
|
6.46%
|
15.06%
|
32.88%
|
14.00%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
-0.36%
|
0.49%
|
1.73%
|
6.06%
|
25.94%
|
41.29%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
17.05%
|
10.72%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
31.19%
|
19.11%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
59.56%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
70.53%
|
40.93%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
48.29%
|
28.04%
|
25.72%
|
20.75%
|
17.14%
|
14.46%
|
Tata Quant Fund |
24.68%
|
16.58%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
38.92%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
17.90%
|
11.51%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
31.92%
|
19.83%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
61.47%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
72.79%
|
43.01%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
49.08%
|
28.76%
|
26.52%
|
21.52%
|
17.82%
|
%
|
Tata Quant Fund |
26.58%
|
18.40%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
41.10%
|
%
|
%
|
%
|
%
|
%
|